| Metric | 12343282:btcusd:triple_med_gx:lsma105_25 | 12343282:BTCUSD |
|---|---|---|
| Time in Market | 27.0% | 100.0% |
| Cumulative Return | -17.97% | 29.12% |
| Max Drawdown | -38.63% | -26.0% |
| Sharpe | -0.91 | 0.87 |
| Sortino | -1.25 | 1.34 |
| Payoff Ratio | 1.22 | 1.03 |
| Profit Factor | 0.76 | 1.13 |
| Common Sense Ratio | 0.53 | 1.2 |
| CPC Index | 0.35 | 0.58 |
| Tail Ratio | 0.69 | 1.06 |
| Outlier Win Ratio | 29.83 | 3.31 |
| Outlier Loss Ratio | 3.34 | 2.81 |
| Volatility (ann.) | 23.66% | 50.6% |
| R^2 | 0.22 | 0.22 |
| Calmar | -0.56 | 1.42 |
| Skew | 0.42 | 0.51 |
| Kurtosis | 17.99 | 2.47 |
| Expected Daily % | -0.07% | 0.09% |
| Expected Monthly % | -1.96% | 2.59% |
| Expected Yearly % | -9.43% | 13.63% |
| Kelly Criterion | -12.78% | 1.04% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.1% | -4.24% |
| Expected Shortfall (cVaR) | -2.1% | -4.24% |
| Year | 12343282:BTCUSD | 12343282:btcusd:triple_med_gx:lsma105_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 37.85 | -17.97 | -0.47 | - |
| 2025 | -6.34 | 0.00 | -0.00 | + |
| Metric | 12343282:btcusd:triple_med_gx:lsma105_25 | 12343282:BTCUSD |
|---|---|---|
| MTD | 0.0% | 3.72% |
| 3M | 0.0% | -8.05% |
| 6M | 16.73% | 37.53% |
| YTD | 0.0% | -6.34% |
| 1Y | -17.97% | 29.12% |
| 3Y (ann.) | -21.61% | 36.89% |
| 5Y (ann.) | -21.61% | 36.89% |
| Metric | 12343282:btcusd:triple_med_gx:lsma105_25 | 12343282:BTCUSD |
|---|---|---|
| Max Drawdown | -38.63% | -26.0% |
| Longest DD Days | 292.0 | 145.0 |
| Avg. Drawdown | -38.63% | -8.01% |
| Avg. Drawdown Days | 292.0 | 25.0 |
| Recovery Factor | -0.47 | 1.12 |
| Ulcer Index | 1.1 | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2025-03-25 | -38.63 | 292 |
| Metric | 12343282:btcusd:triple_med_gx:lsma105_25 | 12343282:BTCUSD |
|---|---|---|
| Best Day | 9.03% | 11.89% |
| Worst Day | -7.22% | -8.6% |
| Best Week | 9.09% | 18.93% |
| Worst Week | -12.19% | -12.33% |
| Best Month | 11.79% | 37.42% |
| Worst Month | -17.33% | -17.69% |
| Best Year | 0.0% | 37.85% |
| Worst Year | -17.97% | -6.34% |
| Avg. Up Day | 1.87% | 1.89% |
| Avg. Down Day | -1.53% | -1.84% |
| Avg. Up Week | 4.0% | 4.47% |
| Avg. Down Week | -5.93% | -5.77% |
| Avg. Up Month | 7.54% | 24.15% |
| Avg. Down Month | -10.16% | -8.09% |
| Win Days % | 37.97% | 49.83% |
| Win Month % | 42.86% | 60.0% |
| Win Week % | 46.67% | 52.27% |
| Win Quarter % | 33.33% | 50.0% |
| Win Year % | 0.0% | 50.0% |